-17.1%
TMUS vs ALB
-5.3%
-11.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.9% |
| 7D | +8.2% | +1.1% | +7.1% | +8.2% |
| 30D | +13.4% | -2.6% | +15.9% | +13.3% |
| 3M | -3.0% | -25.6% | +22.5% | -3.8% |
| 6M | -8.8% | -54.0% | +45.2% | -10.4% |
| YTD | -13.8% | -31.6% | +17.7% | -13.8% |
| 1Y | -17.1% | -6.6% | -10.5% | -17.7% |
| All | -17.1% | -5.3% | -11.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling